+3,381.6%
MKC vs RJF
+49,360.8%
-45,979.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -4.3% | +1.8% | -6.1% | -4.6% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +10.0% | +18.0% | -8.0% | +7.1% |
| 6M | -18.5% | +17.0% | -35.5% | -20.7% |
| YTD | -22.4% | +11.1% | -33.5% | -24.1% |
| 1Y | -23.6% | +8.0% | -31.6% | -25.0% |
| 3Y | -30.4% | +73.3% | -103.7% | -37.2% |
| 5Y | -34.2% | +107.4% | -141.6% | -42.9% |
| 10Y | +26.8% | +428.5% | -401.7% | -7.9% |
| All | +3,381.6% | +49,360.8% | -45,979.2% | +850.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling